+4,062.5%
DELL vs APH
+1,046.9%
+3,015.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.7% |
| 7D | +25.6% | +0.2% | +25.4% | +25.2% |
| 30D | +17.7% | -3.3% | +21.0% | +20.0% |
| 3M | +33.4% | +14.0% | +19.4% | +20.2% |
| 6M | +266.2% | +24.4% | +241.8% | +204.6% |
| YTD | +328.0% | +21.4% | +306.6% | +243.4% |
| 1Y | +339.6% | +48.9% | +290.6% | +194.2% |
| 3Y | +694.6% | +290.1% | +404.5% | +146.9% |
| 5Y | +1,122.0% | +352.8% | +769.2% | +236.1% |
| 10Y | +4,062.5% | +1,041.3% | +3,021.2% | +483.8% |
| All | +4,062.5% | +1,046.9% | +3,015.6% | +483.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling